+9,028.7%
CAT vs CNQ
+5,432.5%
+3,596.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -4.3% | +6.2% | -10.5% | -6.5% |
| 3M | -8.6% | +12.4% | -21.0% | -13.0% |
| 6M | +16.1% | +9.0% | +7.1% | +10.6% |
| YTD | +43.8% | +52.2% | -8.4% | +20.7% |
| 1Y | +91.5% | +65.0% | +26.4% | +55.5% |
| 3Y | +202.7% | +78.8% | +123.9% | +134.9% |
| 5Y | +335.1% | +286.0% | +49.2% | +150.6% |
| 10Y | +1,161.7% | +420.7% | +741.0% | +473.5% |
| All | +9,028.7% | +5,432.5% | +3,596.2% | +2,149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling